evgmrf

MaRDI QIDQ7408881CRANFDO

Authors Ben Youngman, Ayu Shabrina

Last update 28 October 2026

Copyright license GNU General Public License, version 3.0

Software version identifier 0.1.0

Description

Fitting extreme value distributions with parameters that vary according to Gaussian Markov random fields (GMRFs). For details of distributions see Coles, S.G. (2001) <doi:10.1007/978-1-4471-3675-0>, GMRFs see Rue, H., & Held, L. (2005) <doi:10.1201/9780203492024>, and the fitting approach see Wood, S.N., Pya, N. & Safken, B. (2016) <doi:10.1080/01621459.2016.1180986>.

Cites work

• An Introduction to Statistical Modeling of Extreme Values
• Gaussian Markov Random Fields
• Smoothing Parameter and Model Selection for General Smooth Models

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